+23,015.9%
TSLA vs HUM
+882.1%
+22,133.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.4% | +2.1% | +1.3% | +2.9% |
| 30D | +12.0% | +4.7% | +7.3% | +10.6% |
| 3M | -10.0% | +13.5% | -23.5% | -13.1% |
| 6M | -7.2% | +126.7% | -133.9% | -26.2% |
| YTD | -18.1% | +58.5% | -76.7% | -29.2% |
| 1Y | +6.3% | +31.7% | -25.5% | -4.3% |
| 3Y | +48.2% | -10.6% | +58.8% | +44.5% |
| 5Y | +46.5% | +2.5% | +44.0% | +33.0% |
| 10Y | +2,698.1% | +148.7% | +2,549.5% | +1,728.9% |
| All | +23,015.9% | +882.1% | +22,133.8% | +6,630.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling